-24.9%
SHAK vs SBAC
-45.4%
+20.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.8% | -1.4% |
| 7D | -11.0% | -5.3% | -5.7% | -9.8% |
| 30D | -14.0% | +0.4% | -14.4% | -14.1% |
| 3M | +13.3% | -11.9% | +25.1% | +16.4% |
| 6M | -35.3% | -4.5% | -30.8% | -35.1% |
| YTD | -24.0% | -4.3% | -19.6% | -24.2% |
| 1Y | -36.7% | -3.9% | -32.8% | -36.9% |
| 3Y | -5.4% | -11.0% | +5.6% | -6.3% |
| 5Y | -24.9% | -44.1% | +19.2% | -11.5% |
| All | -24.9% | -45.4% | +20.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling